-86.8%
MSTU vs FIVE
+149.1%
-235.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.4% | -9.0% |
| 7D | +16.1% | +3.7% | +12.5% | +13.7% |
| 30D | +68.7% | +4.0% | +64.7% | +64.4% |
| 3M | -11.0% | +36.2% | -47.2% | -25.0% |
| 6M | -33.4% | +18.0% | -51.4% | -39.8% |
| YTD | -59.5% | +34.9% | -94.4% | -65.6% |
| 1Y | -93.4% | +67.9% | -161.3% | -94.9% |
| All | -86.8% | +149.1% | -235.9% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling